Yes.
Baked Goods. Even worse news -- more trans fats are used in commercially baked products than any other foods. Doughnuts contain shortening in the dough and are cooked in trans fat.
Cookies and cakes (with shortening-based frostings) from supermarket bakeries have plenty of trans fat. Some higher-quality baked goods use butter instead of margarine, so they contain less trans fat, but more saturated fat.
Donuts have about 5 grams of trans fat apiece, and nearly 5 grams of saturated fat. Cream-filled cookies have 1.9 grams of trans fat, and 1.2 grams of saturated fat.
Pound cake has 4.3 grams of trans fat per slice, and 3.4 grams of saturated fat. Spreads. Margarine is a twisted sister -- it's loaded with trans fats and saturated fats, both of which can lead to heart disease.